dmixture_lnorm_gumbel: Density of mixture distribution of lognormal and gumbel...

Description Usage Arguments Value Author(s)

View source: R/dmixture_lnorm_gumbel_function.R

Description

Probability density function for a mixture distribution composed of one lognormal and one gumbel distribution. The gumbel distribution is suited to model the extreme values in a heavy-tail dataset, while the lognormal models the regular values.

Usage

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dmixture_lnorm_gumbel(
  x,
  logmean,
  logsd,
  gumbel.alpha,
  gumbel.scale,
  w.gumbel = 0.05
)

Arguments

x

Input vector of values

logmean

Logmean parameter of the lognormal distribution

logsd

Logsd parameter of the lognormal distribution

gumbel.alpha

Location parameter of the gumbel distribution

gumbel.scale

Scale parameter of the gumbel distribution

w.gumbel

Weight of the gumbel distribution within the mixture (weight of lognormal is 1-w.gumbel)

Value

Vector of densities for each value in x

Author(s)

Nikolai Knapp, nikolai.knapp@ufz.de


niknap/ScalingFunctions documentation built on May 22, 2021, 6:43 a.m.